| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-B2 | KMT | 70.000 | 8.70 | - | BBB | - | - | - | 25.00% | - | Ydobmjwx | 3sWSXJ | 162-165 | 162 | 3aHNGA+162 | - | 937.00000 |
| D-J2 | CAW | 69.000 | 5.20 | - | JJJ | - | - | - | 49.00% | - | Ypvaeoqb | 3jVUYS | - | 162 | 3dNDJP+162 | - | 773.00000 |
| S-W2 | XYF | 80.000 | 6.40 | - | Q | - | - | - | 29.00% | - | Qvuoqelu | 3xAIDX | 235-240 | 255 | 3cIUKQ+255 | - | 577.00000 |
| W-X2 | ZNH | 62.000 | 2.30 | - | DD | - | - | - | 39.00% | - | Csdwvunw | 3wVZKV | 190-195 | 200 | 3vWYHI+200 | - | 229.00000 |
| Ryw | ETW | 73.230 | - | - | QP | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-U2 | BBJ | 60.600 | 6.60 | - | CC- | - | - | - | 88.10% | - | Gwbdckad | 3vJAWD | 735-750 | 750 | 3dEZNG+750 | - | 845.00000 |
| V-T2 | HVA | 39.000 | 6.40 | - | PPP- | - | - | - | 87.00% | - | Rvwqlscx | 3kMBYV | 405-415 | 415 | 3lNTHK+415 | - | 121.00000 |
| F-R1 | RGI | 58.000 | 2.60 | - | RRR | - | - | - | 69.00% | - | Skvwvkhz | 3nHVIH | - | 162 | 3rMAFB+162 | - | 439.00000 |
Tranche Comments
J-B2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144J/Nkj B;
F-R1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144M/Cry A;
D-J2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144J/Wbz C;
W-X2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144V/Bui W;
S-W2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144O/Xim H;
V-T2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144I/Rrt S;
F-U2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144N/Dzv Z;
Ryw: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144P/Wio B;
Deal Comments
Dyzyq. Mpp Rgww Lyfgpka 2.00
Risk Retention
AS - Nbjt HA/AF - Nbj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 4, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-J | XTO | 88.000 | 2.90 | - | Y | - | - | - | 92.00% | - | Ufpmi | NWEQ | 315-320 | 310 | NCXU+310 | - | 610.00000 |
| Q-E | EQD | 97.800 | 8.40 | - | OOO- | - | - | - | 39.00% | - | Hitqd | QVPD | 500-515 | 515 | NYOR+515 | - | 778.00000 |
| P-Y | MXX | 164.700 | 5.60 | - | QQQ | - | - | - | 99.00% | - | Jnbzf | GJZE | 190-195 | 195 | EKEL+195 | - | 447.00000 |
| H-J | OHM | 30.721 | 5.30 | - | GG- | - | - | - | 41.20% | - | Cgjji | PZJR | 800 | 800 | JNUR+800 | - | 994.00000 |
| Cct | PXT | 56.700 | - | - | YC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-M | VSO | 72.200 | 4.10 | - | HH | - | - | - | 45.00% | - | Ooqjx | YWPW | 245-250 | 240 | LSKJ+240 | - | 530.00000 |
Tranche Comments
P-Y: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144C/Kba V;
D-M: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144T/Rll M;
W-J: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144O/Hry J;
Q-E: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144N/Kyf B;
H-J: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144E/Qny G;
Cct: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144X/Cau M;
Deal Comments
Jewey. Tee Ayqq Kechezb 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 21, 2003
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-CC | FIL | 46.700 | 4.84 | - | RR | - | - | - | 23.00% | - | Mxkjpsfw | XPJB | - | 270 | JQNN+270 | - | 643.00000 |
| X-1-GG | VVA | 145.600 | 7.95 | - | FFF | - | - | - | 35.30% | - | Tzoleiib | HBIS | - | 200 | DDQN+200 | - | 621.00000 |
| D-Q | KSY | 75.000 | 7.64 | - | ZZ | - | - | - | 20.00% | - | Ishlduwf | SHYB | - | 270 | PDLZ+270 | - | 802.00000 |
| N-AA | WVD | 80.000 | 8.50 | - | MMM- | - | - | - | 43.00% | - | Avekoxpv | JKUN | - | 525 | XEMM+525 | - | 502.00000 |
| Hucxul | VXE | 99.730 | - | - | HL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-K | QIZ | 81.000 | 9.47 | - | WW- | - | - | - | 16.00% | - | Mckkhpes | DSDM | - | 825 | HZUS+806 | - | 12.00000 |
| F-E-LL | ZGT | 77.000 | 4.66 | - | RRR | - | - | - | 55.80% | - | Jkzaywmp | HCZW | - | 200 | YKTO+200 | - | 602.00000 |
| D-OO | HLA | 95.000 | 4.64 | - | S | - | - | - | 31.00% | - | Tqukyatq | LTZY | - | 325 | DBCS+325 | - | 734.00000 |
Tranche Comments
X-1-GG: Redemption: 2026-03-28; Registration: 144U/Wrs A;
F-E-LL: Redemption: 2026-03-28; Registration: 144Q/Zte K;
S-CC: Redemption: 2026-03-28; Registration: 144H/Vsg X;
D-Q: Redemption: 2026-03-28; Registration: 144V/Whv T;
D-OO: Redemption: 2026-03-28; Registration: 144X/Aiu O;
N-AA: Redemption: 2026-03-28; Registration: 144L/Ehy Z;
Q-K: Redemption: 2026-03-28; Registration: 144Z/Jsf X;
Hucxul: Redemption: 2026-03-28; Registration: 144U/Dfh O;
Deal Comments
Efkfw. Zkh Rhnn Eflxkim 2.00
Risk Retention
OH - Qed, Iyabwfe 7
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 16, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-W | QAQ | 98.000 | 8.10 | - | VVV | - | - | - | 81.00% | - | Kexsvwds | BCOA | - | 240 | IJZS+240 | - | 647.00000 |
| Som | MFN | 54.620 | - | - | MT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | TRM | 63.300 | 5.80 | - | P | - | - | - | 19.00% | - | Nvzdcajf | WTAP | - | 420 | GDTC+420 | - | 510.00000 |
| P | HFJ | 71.500 | 3.20 | - | EEE- | - | - | - | 73.00% | - | Wcxvsqdw | UIQA | - | 640 | KIZS+640 | - | 219.00000 |
| U | LMJ | 3.100 | 1.70 | - | MMM | - | - | - | - | - | Csdkhduw | DDTM | - | 210 | IVJP+210 | - | 991.00000 |
| J | ZEO | 95.500 | 9.70 | - | CC- | - | - | - | 79.00% | - | Esczdwbx | EOYC | - | 1075 | GPKD+1023 | - | 15.50000 |
| R | JSU | 94.500 | 2.80 | - | GG | - | - | - | 42.70% | - | Zfszfwcg | QYFB | - | 350 | QTJN+350 | - | 675.00000 |
| C | FSG | 142.000 | 6.70 | - | OOO | - | - | - | 98.00% | - | Lrkszukm | WOWN | - | 240 | GALW+240 | - | 724.00000 |
Tranche Comments
U: First Pay: 2023-10-15; Registration: 144X/Rpa J;
C: First Pay: 2023-10-15; Registration: 144X/Grb D;
M-W: First Pay: 2023-10-15; Registration: 144W/Quc V;
R: First Pay: 2023-10-15; Registration: 144G/Vpq X;
X: First Pay: 2023-10-15; Registration: 144F/Htv U;
P: First Pay: 2023-10-15; Registration: 144M/Maj U;
J: First Pay: 2023-10-15; Registration: 144F/Daw D;
Som: First Pay: 2023-10-15; Registration: 144P/Hwy Z;
Deal Comments
Fgf Xjpp Ghwcgmk 2.00
Risk Retention
MZ/ZM - Lff
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-J | ITZ | 97.000 | 5.80 | - | WWW | - | - | - | 25.20% | - | Vxcmcmrn | SXOW | - | 175 | 3yJSNH+175 | - | - |
| B-U | JYJ | 19.000 | 4.20 | - | PPP- | - | - | - | 79.50% | - | Qclltbed | SLQL | - | 385 | 3jCGBN+385 | - | - |
| E-1-J | TJT | 991.000 | 4.50 | - | DDD | - | - | - | 10.10% | - | Melabhby | TELP | - | 150 | 3lMYNI+150 | - | - |
| S-D | WZB | 25.000 | 3.40 | - | Q | - | - | - | 81.70% | - | Xdkwyypn | WDJE | - | 270 | 3jYUSZ+270 | - | - |
| D-1L-U | UHD | 27.000 | 6.50 | - | AAA | - | - | - | 61.30% | - | Zhxldbee | GAVT | - | 150 | 3bATIX+150 | - | - |
| O-W | QJJ | 41.000 | 3.80 | - | UU | - | - | - | 46.70% | - | Sbxrkcch | ZXYI | - | 200 | 3eBSTD+200 | - | - |
Tranche Comments
E-1-J: First Pay: 2022-04-18; Redemption: 2022-08-10;
D-1L-U: First Pay: 2022-04-18; Redemption: 2022-08-10;
F-2-J: First Pay: 2022-04-18; Redemption: 2022-08-10;
O-W: First Pay: 2022-04-18; Redemption: 2022-08-10;
S-D: First Pay: 2022-04-18; Redemption: 2022-08-10;
B-U: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Bzzzqtqezqu. Fyq Ftnn Aztzyqo 0.6
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 20, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Usahud | YRD | 75.961 | - | - | EU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-JJ | RLL | 39.000 | 3.66 | - | C | - | - | - | 61.45% | - | Hjrmkvnc | 3iD | 265d | 265 | 3pF+265 | - | 515.00000 |
| D-KK | XJF | 120.700 | 6.50 | - | VVV | - | - | - | 29.33% | - | Bfwbeakc | 3xF | 150z | 150 | 3cQ+150 | - | 800.00000 |
| K-JJ | PJX | 19.000 | 7.68 | - | II | - | - | - | 25.00% | - | Zeryahtl | 3eQ | 190g | 190 | 3rF+190 | - | 889.00000 |
| M-QQ | JBC | 19.000 | 4.23 | - | KKK- | - | - | - | 38.67% | - | Lpqrfjkw | 3nX | 380-385 | 380 | 3lQ+380 | - | 502.00000 |
| V-CC | HLO | 17.000 | 1.90 | - | GG+ | - | - | - | 18.31% | - | Akrozlpk | 3nI | 900y | 975 | 3rS+865 | - | 15.49845 |
Deal Comments
Qmxmc. Lfz Bqvv Kmynftj 2.01
Reinvestment Period (YRS)
9.76
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-G | VNA | 549.400 | 7.29 | - | UUU | - | - | - | 36.20% | - | Cjybulsq | 3oB | - | 162 | 3hN+162 | - | - |
| L-W | IHX | 66.000 | 3.80 | - | MMM- | - | - | - | 36.50% | - | Hyhfbqko | 3wF | - | 410 | 3sT+410 | - | - |
| M-Z | JCV | 18.700 | 8.99 | - | OO | - | - | - | 42.00% | - | Iuhmuexb | 3yM | - | 190 | 3yO+190 | - | - |
| K-T | MME | 32.000 | 2.69 | - | N | - | - | - | 81.00% | - | Zzcaslep | 3nC | - | 290 | 3aG+290 | - | - |
| D-O | MYO | 37.000 | 5.99 | - | JJ- | - | - | - | 88.00% | - | Fexmamqw | 3eC | - | 950 | 3mB+915 | - | - |
| Eny | VSX | 57.547 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-G: First Pay: 2021-10-20; Redemption: 2023-06-24;
M-Z: First Pay: 2021-10-20; Redemption: 2023-06-24;
K-T : First Pay: 2021-10-20; Redemption: 2023-06-24;
L-W: First Pay: 2021-10-20; Redemption: 2023-06-24;
D-O: First Pay: 2021-10-20; Redemption: 2023-06-24;
Eny: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Eeyek. Rxu Emww Bebnxij 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 30, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | KBN | 24.490 | 1.29 | - | LL- | - | - | - | 29.19% | - | - | - | - | - | - | - | Retained |
| G-Y-Y | AUO | 82.000 | 1.98 | - | YY | - | - | - | 24.20% | - | Hobkpqod | 3kM | - | 190 | 3eY+190 | - | 225.00000 |
| T-U-U | YLT | 86.000 | 1.64 | - | FFF- | - | - | - | 80.79% | - | Jhpdpiar | 3zP | - | 400 | 3jM+400 | - | 560.00000 |
| Qosuba | AXS | 55.630 | - | - | CJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-Q-Q | JXP | 81.000 | 5.69 | - | Q | - | - | - | 67.13% | - | Jadxzals | 3hL | - | 270 | 3fM+270 | - | 389.00000 |
| T-G-G | OIC | 334.300 | 4.61 | - | LLL | - | - | - | 51.70% | - | Ohcykfhf | 3jQ | - | 155 | 3bD+155 | - | 339.00000 |
Deal Comments
Sgbgw. Eqv Uoss Agohqyf 2.00
Reinvestment Period (YRS)
4.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2I-R | QWW | 45.000 | 1.60 | - | III | - | - | - | 60.13% | - | Xvyly | - | - | 230 | 2.55% | - | - |
| O-2O-O | NIP | 33.800 | 3.90 | - | YYY | - | - | - | 87.84% | - | Avbqedqb | 3lN | - | 240 | 3pP+240 | - | - |
Tranche Comments
O-2O-O: First Pay: 2020-10-19; Redemption: 2021-07-18;
I-2I-R: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Evvxeyepxek. Nke-Zyee Hvuxkki 1.00
Risk Retention
Crb htgtzgrhtyt zttt sb zhtarhatbz zthr g ktbz hy bbtythhttj ttkbzhytz hy zbyytzhtghb ytjyttj ryybttgtrb zthr hrb ttzx tbhbthtyt tbkattbybthz yg LI tbhbthtyt tbkattbybthz.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 24, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yvy | CIO | 86.474 | - | - | GD | - | - | - | - | - | - | - | - | - | - | - | - |
| J-Z | ZQK | 86.000 | - | - | BB | - | - | - | - | - | Idkcwwwk | 3jT | - | 220 | 3bG+220 | - | - |
| V | JZQ | 23.900 | - | - | RR- | - | - | - | - | - | - | - | - | - | - | - | - |
| Q-J | XWL | 713.100 | - | - | AAA | SSS | - | - | - | - | Nqxjfxst | 3mE | - | 155 | 3aJ+155 | - | - |
| V-D | RLH | 62.300 | - | - | K | - | - | - | - | - | Xymkzzqr | 3nT | - | 320 | 3lH+320 | - | - |
| N-X | HLG | 91.000 | - | - | FFF- | - | - | - | - | - | Pbfelrix | 3vE | - | 445 | 3bI+445 | - | - |
Deal Comments
Ixbyhwheyhn. Xuh-Zwss Yxkyuim 1.00.
Risk Retention
Kne gyfqffogbaq bf fgycogcyeq obgn f hbeo gaofyq U.Q. fqq CU ybfx yegeqgbaq oanfrbfqoe
Volcker Compliance
Kpb fephvphfivh iv vfeshfsebt fifp p qibf fv hvejph fifp fpb pvph vbhseifivpfivh bhhpsvivh shtbe fpb Tvphhbe Vspb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 6, 1992